I'd like to sort all of my Gmail messages that don't have label, so I can process them (I miss some every now and then). I can sort by every label by clicking on it at the left, but how do you sort the unlabeled ones?

One way you can do it is by using the minus operator on the label operator. So for example:

-label:tag-a -label:tag-b -label:tag-c

or for one-word tags:

-label:{taga tagb tagc}

This is probably only practical if you don't have a lot of labels.

Additionally, if they don't change often, you can include a link to this search so that it easily accessible from Gmail. There is a Google Labs product which puts a box of links on the left side and allows you to customize them. Just add a link to this search query and you'll be able to access your untagged messages easily.

It seems like there is a greasemonkey script which will work too. Here is the script's website. It creates a special label, Unlabelled, to search for all the conversations without a real label.

In my case I had lots of rubbish in the All Mail folder, mail that should have been deleted but accumulated there for some reason. I wanted to get rid of it without touching anything that was labelled including the nonuser labels. This did the trick:

This works very well, except in my experience, it only shows 20 per page, no matter what your settings are, and won't show the total number to fix, but still... got the job done!
Put this in your inbox search box: